#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Processes;
namespace Cephei.QL.Pricingengines.Asian
{
    /// <summary> 
	/// ! This class implements a discrete geometric average-strike Asian option, with European exercise.  The formula is from "Asian Option", E. Levy (1997) in "Exotic Options: The State of the Art", edited by L. Clewlow, C. Strickland, pag 65-97  \test - the correctness of the returned value is tested by reproducing known good results.  \ingroup asianengines
	/// </summary>
    [Guid ("2B366F18-0282-470e-A646-798753DAF661"),ComVisible(true)]
	public interface IAnalyticDiscreteGeometricAverageStrikeAsianEngine 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 IAnalyticDiscreteGeometricAverageStrikeAsianEngine Calculate {get;}
    }   

    /// <summary> 
	/// ! This class implements a discrete geometric average-strike Asian option, with European exercise.  The formula is from "Asian Option", E. Levy (1997) in "Exotic Options: The State of the Art", edited by L. Clewlow, C. Strickland, pag 65-97  \test - the correctness of the returned value is tested by reproducing known good results.  \ingroup asianengines Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IAnalyticDiscreteGeometricAverageStrikeAsianEngine_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IAnalyticDiscreteGeometricAverageStrikeAsianEngine Create (Cephei.QL.Processes.IGeneralizedBlackScholesProcess process);
    }
}

